On invariance and sensitivity of parameters of mathematical models of economic systems
https://doi.org/10.32324/2412-8945-2023-2-08-14
Abstract
The problems of modeling processes and systems of the economy are considered, the optimal control problem is posed, the system of nonlinear differential equations representing the economy and the optimized target functional are determined; a variational method for solving the problem is chosen, the principle of invariance of nonlinear systems and the possibilities provided by them for modeling dynamic, including economic, systems are described. A critical analysis of the state in the field of economic modeling is given. The features and properties of the invariance principle of linear systems are considered in terms of the Laplace transform. Sensitivity functions of nonlinear systems and Gato and Frechet derivatives defining them are obtained. The application of sensitivity theory in problems of optimal control of nonlinear systems is shown by the example of a fairly simple problem.
About the Authors
V. A. Ermolaev
Murom Institute (branch) “Vladimir State University named after Alexander Grigorievich and Nikolai Grigorievich Stoletov”
Russian Federation
Russian Federation
Valery A. Ermolaev — Candidate of Technical Sciences, Associate Professor at the Department of Electronics and Computer Engineering
Murom
A. Yu. Proskuryakov
Murom Institute (branch) “Vladimir State University named after Alexander Grigorievich and Nikolai Grigorievich Stoletov”
Russian Federation
Russian Federation
Alexander Y. Proskuryakov — Candidate of Technical Sciences, Associate Professor at the Department of Electronics and Computer Engineering
Murom
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Review
For citations:
Ermolaev V.A., Proskuryakov A.Yu. On invariance and sensitivity of parameters of mathematical models of economic systems. Territory Development. 2023;(2 (32)):8-14. (In Russ.) https://doi.org/10.32324/2412-8945-2023-2-08-14
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